[Limdep Nlogit List] Error in bootstrapping coefficients in Poisson Panel Model

William Greene wgreene at stern.nyu.edu
Fri Jul 25 11:28:32 EST 2008


Derek. Version 8.0 did not have the capability to do this kind of
bootstrapping with panel data. That was new with 9.0. I believe this
will explain the diagnostic.
Regards,
Bill Greene

----- Original Message -----
From: "Derek Eaton" <Derek.Eaton at wur.nl>
To: limdep at limdep.itls.usyd.edu.au
Sent: Thursday, July 24, 2008 9:31:35 AM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] Error in bootstrapping coefficients in Poisson Panel Model

Hello all,

In trying to bootstrap the coefficient estimates in an unconditional
2-way Fixed Effects Poisson Model (with unbalanced panel), LIMDEP stops
after the first repetition with the following error messages and I
cannot figure out why:

Error   352: Model with Panel. Sum of T(i) not equal to full sample size
Error   498: Skipping  99 repetitions after error flag set.

A single run of the basic model works before I try bootstrapping. But
after trying bootstrapping and receiving the error message, any future
attempt to do a single run of the basic model also yields the above
error.

My commands are modelled on the example in the manual:

CALC		; vars = Col(xf) $
MATRIX	; bb = Init(vars,1,0.0)$
PROC		
 POISSON	; LHS = EXPORT  ; RHS = xf
		; Fem ; Pds=ni $
 MATRIX	; bb = b $
ENDPROC
EXEC		; Bootstrap=bb ; N=100 $

One last note: I am still working with Version 8.0
Any advice would be very much appreciated.

Regards
-+-+-+-+-+-+-+-+-+ 
Derek Eaton 
Researcher, International Trade & Development 
Agricultural Economics Research Institute (LEI) 
part of Wageningen University & Research Centre 
P.O. Box 29703, The Hague, 2502LS, The Netherlands 
(derek.eaton AT wur.nl)


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Professor William Greene
Department of Economics
Stern School of Business
New York University
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